The expected return of the market portfolio is 14% with a standard deviation of 25%.The risk-free rate is 6%.What is the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%?
A)1.20
B)0.83
C)0.20
D)0.17

Question

Quizplus · Accepted Answer

The Answer of The expected return of the market portfolio is 14% with a standard deviation of 25%.The risk-free rate is 6%.What is the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%?
A)1.20
B)0.83
C)0.20
D)0.17

The Expected Return of the Market Portfolio Is 14% with a Standard